Realtime Nifty Put Call Ratio calculator

Discussion in 'Technical Analysis' started by kiranb, Jan 5, 2009.

  1. kiranb

    kiranb Well-Known Member

    Joined:
    Nov 10, 2008
    Messages:
    205
    Likes Received:
    251
    Trophy Points:
    63
    Hi,

    I am attaching an excel file that can calculate Nifty PCR in real time.

    Go get the latest PCR, go to "Nifty Options" sheet and click on "Data
    \ Refresh Data" from menu.

    Other scrips can be easily added too. Tell me what you think.

    Update (Jan 30 2009):
    - Auto updates every 3 mins
    - Updated with Open Interest PCR
    - Added Reliance
     
    Last edited: Jun 9, 2009
  2. krishna79

    krishna79 New Member

    Joined:
    May 12, 2008
    Messages:
    25
    Likes Received:
    4
    Trophy Points:
    3
    Hi Kiran,

    Well the excel sheet calculation is superb in other words fabulous.

    Thank you for sharing the datasheet, i just want to ask once the settlement expiry like jan expired does the excel sheet replace with the new one.

    secondly the PUT CALL RATIO is calculated on the current month.

    hope we can share the knowledge togethere

    Regards,
    Krishna
     
  3. knarendra

    knarendra Active Member

    Joined:
    Jan 17, 2006
    Messages:
    350
    Likes Received:
    136
    Trophy Points:
    43
    Hai kiran,
    Thank U verymuch. But, Its also shows 2011 CE, PE . We need current month PCR to better trade. Pl. modift it.
     
  4. kiranb

    kiranb Well-Known Member

    Joined:
    Nov 10, 2008
    Messages:
    205
    Likes Received:
    251
    Trophy Points:
    63
    Nagendra, Krishna,

    Glad that you like it. Yes, it will automatically roll over to new contracts after the expiry. I am simply getting the data from http://www.nseindia.com/marketinfo/fo/fomwatchsymbol.jsp?key=nifty&Fut_Opt=Options

    To my knowledge, PCR is not bound to current month. But I guess people could calculate the way they like it based on their experience etc. Please let me know if you see any definition or link that says that PCR is calculated only on current month.

    But if you look keenly, number of trades in current month are way too high than future months, the the error it introduces will be very minor and can be ignored.

    Kiran
     
  5. aiya_ashok

    aiya_ashok New Member

    Joined:
    Sep 28, 2008
    Messages:
    2
    Likes Received:
    0
    Trophy Points:
    1
    how i calculate nifty IMPLIED VOLATITY ( NIFTY IV ) OR any site which daily update day to day NIFTY IV
     
  6. saamy

    saamy Member

    Joined:
    Jan 27, 2006
    Messages:
    101
    Likes Received:
    1
    Trophy Points:
    18
    Is there any website from where I can get Historical Nifty PCR.
     

  7. samarthcapital

    samarthcapital New Member

    Joined:
    Jan 26, 2009
    Messages:
    2
    Likes Received:
    0
    Trophy Points:
    1
    Dear Friends,

    Please find the attached excel file about online calculating PCR (on the basis of open interest) for the month of Jan 09. We will post the same file for Feb 09 after expiry.

    Regards,

    A. K. Mistry
    Samarth Capital Markets
    Mumbai
     
  8. brahmayya

    brahmayya New Member

    Joined:
    Sep 8, 2008
    Messages:
    1
    Likes Received:
    1
    Trophy Points:
    3
    rock007007 likes this.
  9. samarthcapital

    samarthcapital New Member

    Joined:
    Jan 26, 2009
    Messages:
    2
    Likes Received:
    0
    Trophy Points:
    1
    Dear pra,

    By the utility which we have posted, u can can calculate the PCR on realtime basis and only for ongoing month contracts.

    Regards,

    A. K. Mistry
     
  10. kiranb

    kiranb Well-Known Member

    Joined:
    Nov 10, 2008
    Messages:
    205
    Likes Received:
    251
    Trophy Points:
    63
    I uploaded newer version of this excel file in the main post, with some updates.

    samarthcapital, thanks for the nseindia link.

    Kiran
     
Loading...

Share This Page